E850 was the first of the "LN" class, popularly known as the "Lord Nelson" class or just "Nelsons". It appeared in August 1926 at a cost of £9,510. Only 16 locomotives were built, the subsequent 15 appearing during 1928-29 costing £7,765 (851 - 860) and £7,295 (861 - 865). This was Maunsell's first completely new design for the Southern Railway. It was produced in response to the Traffic Department's requirements for a locomotive to be able to handle 500 ton Continental Expresses from the Channel Ports with reserves of power to cover delays. In 1926, No. 850 was the largest locomotive to have been built at Eastleigh. In the Britain at the time, only the Gresley "A1", Raven "A2" and GWR "Great Bear" Pacifics and the LNER Garratt measured longer. The Nelsons were almost unique in Britain by having their crank axles set at 135°, to give eight softer "puffs" per revolution of the driving wheels rather than four heavy ones and therefore produce a more even "pull" on the fire. (One North Staffordshire 0-6-0T had been built with this arrangement in 1922 and an LSWR Drummond 4-6-0, E449 was modified in 1924 to test the theory of 135° crank setting.)

Lord Nelson was extensively tested on both the western and eastern sections of the Southern Railway. Its first test runs were on the Atlantic Coast Express, which at that time normally consisted of 10 coaches, which it handled satisfactorily. Subsequent runs saw the load increased to a maximum of 16 coaches, totalling some 520 tons , in April 1927. The fireman may not have been too impressed as, in the 83 miles between Salisbury and Exeter, he was firing at a rate of 66 lb per mile for 90 minutes. (66 x 83 = 5,474 lb., just under 2½ tons!) Some of the coal had to be thrown up to 10 feet from the fire hole! On the Eastern Section, loads were kept to a maximum of 480 tons but over a much harder "road". Unfortunately within a couple of years the Nelsons acquired a reputation for poor steaming. Many firemen were unable to master firing the long narrow box, partly from lack of experience. This resulted in huge piles of coal under the door but nothing at the front and hence poor steaming. Maunsell appreciated the somewhat lacklustre performance and authorised various modifications to different members of the class. 859 had 6' 3" driving wheels as built and 860 started life with a boiler 10" longer than standard. 865 was modified to a conventional 90° crank setting in 1933. 862 received a double chimney and Kylchap twin exhaust in 1934. A taper boiler with combustion chamber was fitted to 857 in 1937, although the original grate design was kept. None of these variations of the basic design yielded any great improvement, much still depended on the crew.

Lord Nelson was extensively tested on both the western and eastern sections of the Southern Railway. Its first test runs were on the Atlantic Coast Express, which at that time normally consisted of 10 coaches, which it handled satisfactorily. Subsequent runs saw the load increased to a maximum of 16 coaches, totalling some 520 tons, in April 1927. The fireman may not have been too impressed as, in the 83 miles between Salisbury and Exeter, he was firing at a rate of 66 lb per mile for 90 minutes. (66 x 83 = 5,474 lb., just under 2½ tons!) Some of the coal had to be thrown up to 10 feet from the fire hole! On the Eastern Section, loads were kept to a maximum of 480 tons but over a much harder "road". Unfortunately within a couple of years the Nelsons acquired a reputation for poor steaming. Many firemen were unable to master firing the long narrow box, partly from lack of experience. This resulted in huge piles of coal under the door but nothing at the front and hence poor steaming. Maunsell appreciated the somewhat lacklustre performance and authorised various modifications to different members of the class. 859 had 6' 3" driving wheels as built and 860 started life with a boiler 10" longer than standard. 865 was modified to a conventional 90° crank setting in 1933. 862 received a double chimney and Kylchap twin exhaust in 1934. A taper boiler with combustion chamber was fitted to 857 in 1937, although the original grate design was kept. None of these variations of the basic design yielded any great improvement, much still depended on the crew.

Unfortunately there appear to be few records of the performance of the modified Nelsons on the Eastern section boat trains, in contrast to well-documented turns on the Western section, both to Bournemouth and Salisbury. Such times as 80-81 minutes Southampton to Waterloo and similar times from Salisbury, with up to 14 coaches, at last showed what a Nelson could do. Possibly the greatest feat was by 859 with a massive wartime load of 17 on from Salisbury to Waterloo. It took 25 minutes to the Andover stop (17 miles) and then an excellent 44 minutes for the 42 miles to Woking. This fulfilled their original design specification for 500 ton trains at an average speed of 55 m.p.h. By 1940 the entire class had been transferred away from Stewarts Lane shed and so ended the Nelsons' association with the Channel Ports forever. The rest of their lives were spent on the Western section, mainly shared between Nine Elms and Bournemouth. By the 1950's they had become overshadowed and displaced from the heaviest and fastest trains by the Bulleid Pacifics and subsequently several were allocated to Eastleigh for Waterloo to Southampton Docks Boat Train duties.

Lord Nelson itself was withdrawn in August 1962 and listed for museum status, first going to Fratton, then Stratford (London) then to the Pullman Co.'s works at Preston Park just outside Brighton. It remained there until 1977. Like many locomotives withdrawn in the 1960's, Lord Nelson was still in reasonable condition being withdrawn as surplus rather than "worn out". It was not until 1979 that its first restoration to working order commenced at Carnforth. An appearance at the Rainhill "Rocket 150" cavalcade was followed by several successful railtours taking in both the Settle & Carlisle and the Cumbrian Coast routes. Unfortunately firebox problems led to premature withdrawal and a further period of storage as a static exhibit at Carnforth. However by early 1997 only two mainline locomotives were present, one of which was 850. Although Carnforth remains an engineering centre it is now closed to the public and 850 was in reality looking for a new home, which is where the Eastleigh Railway Preservation Society came in. Negotiations with the National Railway Museum at York, to whom 850 belongs, were successful. Lord Nelson proudly returned just thirty-five years since last being seen at Eastleigh and twice that number since emerging from the works. Thanks to Andrew Goodman and his haulage company, Lord Nelson returned to Eastleigh free of charge.